Repo at KASE - KZT14,626.3 m

/IRBIS, December 18, 03/ - Today, at Kazakhstan Stock Exchange (KASE) 136 deals were made at the repo floors (including automatic repo sector) amounting to KZT14,626.3 m. Results of trades are given in the table. Repo opening transactions, which are made only through open-trade method, are marked with asterisk. ----------------------------------------------------------------- Repo rate, % APR ---------------------------- Type of Calendar weighted average Volume repo terms, ----------------- KZT number deal days min max nominal effective m of deals --------- -------- ---- ----- ------- --------- -------- -------- Open* 1 1.50 7.00 3.11 3.16 4,948.0 45 Open 7 4.50 4.50 4.50 4.60 150.1 1 Open* 18 4.90 5.00 4.97 5.09 597.0 6 Open* 28 5.00 5.00 5.00 5.12 200.0 1 Open 29 9.39 9.39 9.39 9.80 20.0 1 Open 33 3.50 3.50 3.50 3.56 210.5 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 6,125.7 55 --------- -------- ---- ----- ------- --------- -------- -------- Close 5 3.00 10.00 6.56 6.79 5,968.4 56 Close 6 4.00 4.00 4.00 4.08 27.0 1 Close 8 7.00 7.00 7.00 7.25 19.0 1 Close 10 3.50 7.00 3.72 3.79 160.2 2 Close 15 3.65 4.00 3.78 3.85 631.0 3 Close 17 4.00 4.00 4.00 4.08 380.7 3 Close 28 5.00 5.50 5.19 5.32 494.0 6 Close 30 5.15 9.00 5.27 5.41 311.3 2 Close 31 5.15 8.23 5.40 5.53 251.1 2 Close 34 0.00 0.00 0.00 0.00 213.0 1 Close 35 8.00 8.00 8.00 8.29 9.1 1 Close 37 9.99 9.99 9.99 10.45 19.7 1 Close 78 3.56 3.56 3.56 3.61 10.1 1 Close 80 7.98 7.98 7.98 8.23 6.1 1 --------- -------- ---- ----- ------- --------- -------- -------- Subtotal: 8,500.6 81 --------- -------- ---- ----- ------- --------- -------- -------- TOTAL: 14,626.3 136 ----------------------------------------------------------------- By open trades method (in automatic repo sector) a volume of 113 deals has amounted to KZT11,383.9 m, including 50 (KZT5,653.0 m.) repo opening deals and 63 (KZT5,730.9 m) repo closing deals. Indicator TONIA according to trades' results totaled 3.12% APR and has increased by 3.35 points relative to the previous trading day. Positions of major categories of participants in the market of repo were as follows (based on net positions of opening transactions; in volumes "+" - borrowing, "-" - lending; trends in percents relative to previous trading day). Pension market participants: -25.6% (-KZT2,906.0m), 6 participants. Second tier banks (STB): - +KZT5,466.5 m (borrowing, 12 banks), -KZT1,165.0 m (lending, 3 banks); - in sector of deals on GS +KZT210.5 mn, at open trade market (auto repo sector) +KZT4,091.0 m; - resulting balance was +KZT4,301.5 m (on previous trading day it was equal to +KZT5,472.0 m). National Bank did not take part in deals conclusion today. [2003-12-18]